IMCMR Example 7.12, 8.2

szcf-weiya / MonteCarlo

Notes for Monte Carlo and implementations of algorithms in Julia, R or python.

https://mc.hohoweiya.xyz/

MIT License

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IMCMR Example 7.12, 8.2 #3

Open szcf-weiya opened 3 years ago

szcf-weiya commented 3 years ago

where the assumption of Poisson takes advantages of the connection between Poisson dist and Poisson point process,

szcf-weiya commented 3 years ago

> heidel.diag(mcmc(beta))

     Stationarity start     p-value
     test         iteration        
var1 passed       1         0.335  

     Halfwidth Mean Halfwidth
     test                    
var1 passed    2.47 0.0434

szcf-weiya commented 3 years ago

> geweke.diag(mcmc(beta))

Fraction in 1st window = 0.1
Fraction in 2nd window = 0.5 

   var1 
-0.6483